A Note on Extended Quasi-Likelihood.

Abstract

The authors study the method of extended quasi-likelihood estimation of the variance function. This method is shown to be closely related to the method of psuedo-likelihood estimation as in Carroll & Ruppert (1982). Keywords: Asymptotic normality; Statistical inference; Heteroscedastic regression model.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1987
Accession Number
ADA186318

Entities

People

  • Marie Davidian
  • R. J. Caroll

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Asymptotic Normality
  • Chemical Kinetics
  • Covariance
  • Data Science
  • Distribution Theory
  • Estimators
  • Gaussian Distributions
  • Information Science
  • Method Of Moments
  • New York
  • Normal Distribution
  • Normality
  • North Carolina
  • Statistical Algorithms
  • Statistical Inference
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Materials Science.
  • Statistical inference.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • AI & ML - Machine Learning Algorithms